Forecasting the China Stock Market with Deep Learning Method

2021 ◽  
Vol 38 (2) ◽  
pp. 21-30
Author(s):  
Ik Sun Lee
Author(s):  
A John. ◽  
D. Praveen Dominic ◽  
M. Adimoolam ◽  
N. M. Balamurugan

Background:: Predictive analytics has a multiplicity of statistical schemes from predictive modelling, data mining, machine learning. It scrutinizes present and chronological data to make predictions about expectations or if not unexplained measures. Most predictive models are used for business analytics to overcome loses and profit gaining. Predictive analytics is used to exploit the pattern in old and historical data. Objective: People used to follow some strategies for predicting stock value to invest in the more profit-gaining stocks and those strategies to search the stock market prices which are incorporated in some intelligent methods and tools. Such strategies will increase the investor’s profits and also minimize their risks. So prediction plays a vital role in stock market gaining and is also a very intricate and challenging process. Method: The proposed optimized strategies are the Deep Neural Network with Stochastic Gradient for stock prediction. The Neural Network is trained using Back-propagation neural networks algorithm and stochastic gradient descent algorithm as optimal strategies. Results: The experiment is conducted for stock market price prediction using python language with the visual package. In this experiment RELIANCE.NS, TATAMOTORS.NS, and TATAGLOBAL.NS dataset are taken as input dataset and it is downloaded from National Stock Exchange site. The artificial neural network component including Deep Learning model is most effective for more than 100,000 data points to train this model. This proposed model is developed on daily prices of stock market price to understand how to build model with better performance than existing national exchange method.


2019 ◽  
Vol 9 (22) ◽  
pp. 4749
Author(s):  
Lingyun Jiang ◽  
Kai Qiao ◽  
Linyuan Wang ◽  
Chi Zhang ◽  
Jian Chen ◽  
...  

Decoding human brain activities, especially reconstructing human visual stimuli via functional magnetic resonance imaging (fMRI), has gained increasing attention in recent years. However, the high dimensionality and small quantity of fMRI data impose restrictions on satisfactory reconstruction, especially for the reconstruction method with deep learning requiring huge amounts of labelled samples. When compared with the deep learning method, humans can recognize a new image because our human visual system is naturally capable of extracting features from any object and comparing them. Inspired by this visual mechanism, we introduced the mechanism of comparison into deep learning method to realize better visual reconstruction by making full use of each sample and the relationship of the sample pair by learning to compare. In this way, we proposed a Siamese reconstruction network (SRN) method. By using the SRN, we improved upon the satisfying results on two fMRI recording datasets, providing 72.5% accuracy on the digit dataset and 44.6% accuracy on the character dataset. Essentially, this manner can increase the training data about from n samples to 2n sample pairs, which takes full advantage of the limited quantity of training samples. The SRN learns to converge sample pairs of the same class or disperse sample pairs of different class in feature space.


2021 ◽  
Author(s):  
Francesco Banterle ◽  
Rui Gong ◽  
Massimiliano Corsini ◽  
Fabio Ganovelli ◽  
Luc Van Gool ◽  
...  

Energies ◽  
2021 ◽  
Vol 14 (15) ◽  
pp. 4595
Author(s):  
Parisa Asadi ◽  
Lauren E. Beckingham

X-ray CT imaging provides a 3D view of a sample and is a powerful tool for investigating the internal features of porous rock. Reliable phase segmentation in these images is highly necessary but, like any other digital rock imaging technique, is time-consuming, labor-intensive, and subjective. Combining 3D X-ray CT imaging with machine learning methods that can simultaneously consider several extracted features in addition to color attenuation, is a promising and powerful method for reliable phase segmentation. Machine learning-based phase segmentation of X-ray CT images enables faster data collection and interpretation than traditional methods. This study investigates the performance of several filtering techniques with three machine learning methods and a deep learning method to assess the potential for reliable feature extraction and pixel-level phase segmentation of X-ray CT images. Features were first extracted from images using well-known filters and from the second convolutional layer of the pre-trained VGG16 architecture. Then, K-means clustering, Random Forest, and Feed Forward Artificial Neural Network methods, as well as the modified U-Net model, were applied to the extracted input features. The models’ performances were then compared and contrasted to determine the influence of the machine learning method and input features on reliable phase segmentation. The results showed considering more dimensionality has promising results and all classification algorithms result in high accuracy ranging from 0.87 to 0.94. Feature-based Random Forest demonstrated the best performance among the machine learning models, with an accuracy of 0.88 for Mancos and 0.94 for Marcellus. The U-Net model with the linear combination of focal and dice loss also performed well with an accuracy of 0.91 and 0.93 for Mancos and Marcellus, respectively. In general, considering more features provided promising and reliable segmentation results that are valuable for analyzing the composition of dense samples, such as shales, which are significant unconventional reservoirs in oil recovery.


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